-41.8%
RIG vs COO
+37.7%
-79.5%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -6.2% | +5.4% | +2.1% |
| 7D | -8.2% | -9.0% | +0.8% | -4.2% |
| 30D | -0.2% | -16.8% | +16.6% | +8.6% |
| 3M | -2.7% | -7.5% | +4.8% | -0.1% |
| 6M | -7.5% | -16.3% | +8.8% | -1.0% |
| YTD | +38.3% | -22.5% | +60.8% | +54.2% |
| 1Y | +81.8% | -7.0% | +88.8% | +83.3% |
| 3Y | -30.2% | -27.5% | -2.7% | -23.1% |
| 5Y | +59.9% | -43.3% | +103.3% | +95.3% |
| All | -41.8% | +37.7% | -79.5% | -37.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded COO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling